Jacco Thijssen

University of York - Department of Mathematics

Heslington, York YO10 5DD

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

956

SSRN CITATIONS

6

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

Optimal and Strategic Timing of Mergers and Acquisitions Motivated By Synergies and Risk Diversification

Number of pages: 22 Posted: 01 Aug 2007
Jacco Thijssen
University of York - Department of Mathematics
Downloads 395 (87,138)
Citation 6

Abstract:

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Real options, Optimal stopping, Mergers

2.

A Theory of Non-Exclusive Real Options With First-Mover Advantages

Number of pages: 32 Posted: 01 Aug 2007
Jacco Thijssen
University of York - Department of Mathematics
Downloads 135 (247,645)
Citation 1

Abstract:

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Timing games, Real options, Rent equalisation, Technology adoption

3.

Ambiguity in a Real Option Game

Number of pages: 26 Posted: 16 Jan 2015 Last Revised: 17 Jan 2015
Tobias Hellmann and Jacco Thijssen
Bielefeld University - Center for Mathematical Economics and University of York - Department of Mathematics
Downloads 122 (267,513)

Abstract:

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Real Options, Knightian Uncertainty, Worst Case Prior, Optimal Stopping, Timing Game

4.

Investment Decisions with Two-Factor Uncertainty

CentER Discussion Paper Series No. 2018-003
Number of pages: 21 Posted: 13 Feb 2018
University of Antwerp - Department of Economics, Tilburg University, CentER, Tilburg University - Department of Econometrics & Operations Research, Norwegian University of Science and Technology, University of Lisbon - CEMAT and University of York - Department of Mathematics
Downloads 101 (305,248)
Citation 1

Abstract:

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Investment analysis; Optimal stopping time problem; Two-factor uncertainty

5.

A Computational Study on General Equilibrium Pricing of Derivative Securities

Number of pages: 25 Posted: 01 Aug 2007
Jacco Thijssen
University of York - Department of Mathematics
Downloads 79 (355,671)

Abstract:

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Asset pricing, General equilibrium, Incomplete markets

6.

Migrant Networks and the Spread of Misinformation

IZA Discussion Paper No. 7863
Number of pages: 54 Posted: 04 Jan 2014
Benjamin Elsner, Gaia Narciso and Jacco Thijssen
IZA Institute of Labor Economics, Trinity College Dublin and University of York - Department of Mathematics
Downloads 74 (369,177)
Citation 1

Abstract:

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diasporas, information, migration

7.

Quick or Persistent? Strategic Investment Demanding Versatility

Center for Mathematical Economics Working Paper No. 541
Number of pages: 35 Posted: 12 Jun 2015 Last Revised: 13 Nov 2015
Jan-Henrik Steg and Jacco Thijssen
Bielefeld University - Center for Mathematical Economics and University of York - Department of Mathematics
Downloads 36 (508,485)
Citation 4

Abstract:

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stochastic timing games, preemption, war of attrition, real options, Markov perfect equilibrium, two-dimensional optimal stopping

8.

On the Option Effects of Short-Time Work Arrangements

CentER Discussion Paper Series No. 2018-004
Number of pages: 33 Posted: 13 Feb 2018
Kuno Huisman and Jacco Thijssen
Tilburg University - Department of Econometrics & Operations Research and University of York - Department of Mathematics
Downloads 14 (642,747)

Abstract:

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Temporary unemployment, Real options, Dynamic cost-benefit analysis